Langevins stochastic differential equation extended by a time-delayed term (Q4019368)

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Langevins stochastic differential equation extended by a time-delayed term
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    Langevins stochastic differential equation extended by a time-delayed term (English)
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    16 January 1993
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    linear stochastic difference-differential equations
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    Langevin's equation
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    time delay
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    stationary solutions
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    spectral density
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    exponential rate of convergence
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